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In this article, we consider linearly convex complex cones in complex Banach spaces and we define a new projective metric on these cones. Compared to the hyperbolic gauge of Rugh, it has the advantage of being explicit, and easier to…
We consider discretized two-dimensional PDE-constrained shape optimization problems, in which shapes are represented by triangular meshes. Given the connectivity, the space of admissible vertex positions was recently identified to be a…
This work presents a universal accelerated first-order primal-dual method for affinely constrained convex optimization problems. It can handle both Lipschitz and H\"{o}lder gradients but does not need to know the smoothness level of the…
In this paper we propose third-order methods for composite convex optimization problems in which the smooth part is a three-times continuously differentiable function with Lipschitz continuous third-order derivatives. The methods are…
Goldstein's 1977 idealized iteration for minimizing a Lipschitz objective fixes a distance - the step size - and relies on a certain approximate subgradient. That "Goldstein subgradient" is the shortest convex combination of objective…
In this article, we present a greedy algorithm based on a tensor product decomposition, whose aim is to compute the global minimum of a strongly convex energy functional. We prove the convergence of our method provided that the gradient of…
We present a simple and efficient acceleration technique for an arbitrary method for computing the Euclidean projection of a point onto a convex polytope, defined as the convex hull of a finite number of points, in the case when the number…
In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…
We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particularly well suited for convex quadratic programming problems…
Abstracting neural networks with constraints they impose on their inputs and outputs can be very useful in the analysis of neural network classifiers and to derive optimization-based algorithms for certification of stability and robustness…
This paper combines two ingredients in order to get a rather surprising result on one of the most studied, elegant and powerful tools for solving convex feasibility problems, the method of alternating projections (MAP). Going back to names…
Interior point methods for solving linearly constrained convex programming involve a variable projection matrix at each iteration to deal with the linear constraints. This matrix often becomes ill-conditioned near the boundary of the…
Based on the solution of \textbf{Paulsen Problem} by Kwok, Lau, Lee, and Ramachandran [\textit{STOC'18-Proceedings of the 50th Annual ACM SIGACT Symposium on Theory of Computing, 2018}] and independently by Hamilton, and Moitra…
Using the notion of modulus of continuity at a point of a mapping between metric spaces, we introduce the notion of extensively bounded mappings generalizing that of Lipschitz mappings. We also introduce a metric on it which becomes a norm…
The article is devoted to the development of numerical methods for solving saddle point problems and variational inequalities with simplified requirements for the smoothness conditions of functionals. Recently there were proposed some…
We propose a new family of adaptive first-order methods for a class of convex minimization problems that may fail to be Lipschitz continuous or smooth in the standard sense. Specifically, motivated by a recent flurry of activity on…
In this paper, we mainly study tilt stability and Lipschitz stability of convex optimization problems. Our characterizations are geometric and fully computable in many important cases. As a result, we apply our theory to the group Lasso…
Nonconvex optimization problems with an L1-constraint are ubiquitous, and are found in many application domains including: optimal control of hybrid systems, machine learning and statistics, and operations research. This paper shows that…
Recently, there were introduced important classes of relatively smooth, relatively continuous, and relatively strongly convex optimization problems. These concepts have significantly expanded the class of problems for which optimal…
In this paper, we propose a novel primal-dual inexact gradient projection method for nonlinear optimization problems with convex-set constraint. This method only needs inexact computation of the projections onto the convex set for each…